Not sure I completely understand. Universe isn't just hydrogen and helium, although they make up the most of it...
"Exploding" hydrogen and/or helium doesn't necessarily create a new universe. Thermonuclear fusion goes on in every star and actually humans are very capable of doing it as well. However, the Big Bang theory is something completely different, and is not about "creating" infinite denseness whatsoever. One of current models proposes that the universe could have arisen as a sort of quantum fluctuation - the like we can detect in any point in space, the like that actually define most of what happens in reality. Just as particles can arise from nothing due to them, a whole universe can as well. If you want to claim that the probability is miniscule, the anthropic principle provides the solution - we don't really know what goes on outside our universe (assuming multiverse or the like), and how often such fluctuation events take place. There is no known limit on "time", so however unlikely the event, it can arise, and if it does, then we would find ourselves within such a universe, because... we couldn't exist in a different one. Pretty simple logic.
I mean, to me it makes much more sense than "skydaddy made us, end of story", and moreover it is based on principles that we have observed and proven.
If you want to go deeper, then some hypotheses claim that universes are created by pretty much all happenings within our universe, and they may as well be right, although I personally don't subscribe to them due to lack of sound proof and/or logic stemming from current proven models. Too much of a conjecture for me.